V-Lab
V-Lab
US Dollar to Canadian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:5.18% (+0.02%)

Analysis last updated: Thursday, May 2, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Canadian Dollar GJR-GARCH
paramt-stat
ω0.000512.40
α0.036218.61
β0.9665942.96
γ-0.0129-4.99
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts